We reject the null hypothesis with significance level \(p\)  if \(\mathbb {T}_N > u\) . This would be an analogue of the Box-Pierce test from [1]}. In fact, we get the Box-Pierce test if we take \(m = 1\)  and \(f_1(x) = x\)  in Assumption REF . In the Introduction, we mentioned that there exist a better (more precise) version of this test, which is called Ljung-Box test, [2]}.
